Check the FAQ in my sig. If you are playing from a network that you don't own (such as a dorm or work), it is likely you are going through a proxy that could be blocking port 5998 which is required to connect to the Login Server. It could also be a firewall blocking it on your PC as suggested. You might also try opening that eqhost.txt file up again to make sure the changes you made actually saved. If running Windows 7 or Vista, you can't change files like that by default when installed in the program files folder, but there are work-arounds listed in the FAQ.
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